+230.5%
TER vs SMR
+11.2%
+219.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.3% | -11.0% | +1.9% |
| 7D | +11.0% | +21.4% | -10.4% | +7.6% |
| 30D | -1.9% | +13.8% | -15.7% | -4.1% |
| 3M | -0.7% | +3.9% | -4.6% | -1.7% |
| 6M | +36.4% | -4.2% | +40.6% | +35.6% |
| YTD | +92.4% | -21.1% | +113.5% | +95.3% |
| 1Y | +213.5% | -67.1% | +280.6% | +244.2% |
| 3Y | +277.2% | +88.9% | +188.4% | +220.6% |
| All | +230.5% | +11.2% | +219.3% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling